Unemployment beta and the cross-section of stock returns: Evidence from Australia-Reference-Cited by-同舟云学术

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Unemployment beta and the cross-section of stock returns: Evidence from Australia

Published:2023-03 Issue: Volume:86 Page:102522
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Huynh Nhan

Funder

Universidade do Minho

Nanyang Technological University

Swinburne University of Technology

Đại học Kinh tế Thành phố Hồ Chí Minh

Macquarie University

Università degli Studi di Torino

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference63 articles.

1. The world uncertainty index;Ahir,2022

2. Asset pricing and downside risk in the Australian share market;Alles;Applied Economics,2017

3. On the dividend smoothing, signaling and the global financial crisis;Al-Malkawi;Economic Modelling,2014

4. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;Journal of Financial Markets,2002

5. Stock return predictability: Is it there?;Ang;The Review of Financial Studies,2007

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2. Herding in the Australian stock market during the era of COVID-19: the roles of liquidity, government interventions and mood contagion;Managerial Finance;2023-07-28

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